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Kurtosis

A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.

📖 Definitions of "Kurtosis"

noun
  1. 1

    A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.

  2. 2

    Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.

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